he LIBOR curve is flat at 2.0% per annum with continuous compounding for all maturities (out to 15 months), including the six-month LIBOR at the last payment date was also 2.0%
老师好,根据上面一段话,哪里可以看出支固定的折现率是2%?
另外,对于收浮动,如果在3月时点上的现金流,除了本金,对于利息的计算是按照前一期规定的利率计算的吧?就是对于本题里面计算得出的1,
另外,对于收浮动,在3月时点上的折现率是2%,这个哪里可以看出来?
谢谢